+631.5%
XLU vs AZO
+8,889.8%
-8,258.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -1.6% | -3.6% | +2.0% | -0.8% |
| 30D | -3.3% | -5.6% | +2.2% | -2.1% |
| 3M | -3.2% | -6.6% | +3.5% | -1.9% |
| 6M | -7.0% | -22.5% | +15.6% | -2.1% |
| YTD | +0.6% | -15.2% | +15.8% | +3.5% |
| 1Y | +2.4% | -33.9% | +36.4% | +11.2% |
| 3Y | +46.3% | +11.8% | +34.4% | +39.7% |
| 5Y | +44.0% | +85.5% | -41.6% | +21.2% |
| 10Y | +140.1% | +298.2% | -158.1% | +67.6% |
| All | +631.5% | +8,889.8% | -8,258.4% | +177.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AZO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling